Related papers: A Computationally Efficient Classification Algorit…
This paper focuses on supervised and unsupervised online label shift, where the class marginals $Q(y)$ varies but the class-conditionals $Q(x|y)$ remain invariant. In the unsupervised setting, our goal is to adapt a learner, trained on some…
High-dimensional classification is a fundamentally important research problem in high-dimensional data analysis. In this paper, we derive a nonasymptotic rate for the minimax excess misclassification risk when feature dimension…
This paper is concerned with the problem of goodness-of-fit for curve registration, and more precisely for the shifted curve model, whose application field reaches from computer vision and road traffic prediction to medicine. We give bounds…
We develop and analyze a general technique for learning with an unknown distribution drift. Given a sequence of independent observations from the last $T$ steps of a drifting distribution, our algorithm agnostically learns a family of…
The problem of quickest detection of a change in the mean of a sequence of independent observations is studied. The pre-change distribution is assumed to be stationary, while the post-change distributions are allowed to be non-stationary.…
We introduce an adaptive method with formal quality guarantees for weak supervision in a non-stationary setting. Our goal is to infer the unknown labels of a sequence of data by using weak supervision sources that provide independent noisy…
An assumption often made in supervised learning is that the training and testing sets have the same label distribution. However, in real-life scenarios, this assumption rarely holds. For example, medical diagnosis result distributions…
Data-driven risk analysis involves the inference of probability distributions from measured or simulated data. In the case of a highly reliable system, such as the electricity grid, the amount of relevant data is often exceedingly limited,…
When data is of an extraordinarily large size or physically stored in different locations, the distributed nearest neighbor (NN) classifier is an attractive tool for classification. We propose a novel distributed adaptive NN classifier for…
Theory and algorithms are developed for detecting changes in the distribution of statistically periodic random processes. The statistical periodicity is modeled using independent and periodically identically distributed processes, a new…
A novel approach is suggested for improving the accuracy of fault detection in distribution networks. This technique combines adaptive probability learning and waveform decomposition to optimize the similarity of features. Its objective is…
We consider exact asymptotics of the minimax risk for global testing against sparse alternatives in the context of high dimensional linear regression. Our results characterize the leading order behavior of this minimax risk in several…
Supervised classification techniques use training samples to learn a classification rule with small expected 0-1 loss (error probability). Conventional methods enable tractable learning and provide out-of-sample generalization by using…
The main challenge that sets transfer learning apart from traditional supervised learning is the distribution shift, reflected as the shift between the source and target models and that between the marginal covariate distributions. In this…
In modern machine learning, users often have to collaborate to learn the distribution of the data. Communication can be a significant bottleneck. Prior work has studied homogeneous users -- i.e., whose data follow the same discrete…
Ensuring generalization to unseen environments remains a challenge. Domain shift can lead to substantially degraded performance unless shifts are well-exercised within the available training environments. We introduce a simple robust…
Training machine learning and statistical models often involves optimizing a data-driven risk criterion. The risk is usually computed with respect to the empirical data distribution, but this may result in poor and unstable out-of-sample…
We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stochastic differential equations. Our aim is to shed light on the problem of model/data mismatch at small scales. We consider two classes of…
In document classification for, e.g., legal and biomedical text, we often deal with hundreds of classes, including very infrequent ones, as well as temporal concept drift caused by the influence of real world events, e.g., policy changes,…
Competing risks occur in survival analysis when multiple causes of death are present. They play a prominent role in several domains extending beyond biostatistics to encompass epidemiology, actuarial sciences, and reliability theory. This…